+40.0%
GDO vs SPY
+312.5%
-272.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -1.1% | -1.4% | +0.3% | -0.7% |
| 3M | -2.2% | +3.7% | -6.0% | -3.3% |
| 6M | -1.9% | +13.0% | -14.9% | -5.4% |
| YTD | -6.9% | +12.4% | -19.3% | -10.1% |
| 1Y | -3.9% | +18.5% | -22.4% | -8.6% |
| 3Y | +19.8% | +77.6% | -57.8% | +0.8% |
| 5Y | -7.2% | +81.7% | -88.8% | -23.1% |
| 10Y | +40.0% | +319.7% | -279.6% | -12.2% |
| All | +40.0% | +312.5% | -272.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling